Mark Trede : Citation Profile


Are you Mark Trede?

Westfälische Wilhelms-Universität Münster

10

H index

10

i10 index

365

Citations

RESEARCH PRODUCTION:

36

Articles

26

Papers

RESEARCH ACTIVITY:

   25 years (1994 - 2019). See details.
   Cites by year: 14
   Journals where Mark Trede has often published
   Relations with other researchers
   Recent citing documents: 38.    Total self citations: 6 (1.62 %)

MORE DETAILS IN:
ABOUT THIS REPORT:

   Permalink: http://citec.repec.org/ptr189
   Updated: 2020-01-25    RAS profile: 2019-08-08    
   Missing citations? Add them    Incorrect content? Let us know

Relations with other researchers


Works with:

Stepanyan, Andranik (2)

Authors registered in RePEc who have co-authored more than one work in the last five years with Mark Trede.

Is cited by:

Jenkins, Stephen (32)

Van Kerm, Philippe (19)

Jantti, Markus (12)

Burkhauser, Richard (10)

Cowell, Frank (10)

Corneo, Giacomo (9)

Lüthen, Holger (9)

Bönke, Timm (9)

Robin, Jean-Marc (8)

Van de gaer, Dirk (8)

Peichl, Andreas (8)

Cites to:

Shiller, Robert (9)

Obstfeld, Maurice (6)

Thisse, Jacques (6)

Staszewska-Bystrova, Anna (6)

Bollerslev, Tim (6)

Froot, Kenneth (5)

Calvet, Laurent (4)

McDonald, James (4)

Guvenen, Fatih (4)

Prescott, Edward (4)

Winker, Peter (4)

Main data


Where Mark Trede has published?


Journals with more than one article published# docs
Journal of Economics3
Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik)3
Economics Letters2
Quantitative Finance2
Computational Statistics & Data Analysis2
International Economic Review2
Statistics & Probability Letters2
Empirical Economics2

Working Papers Series with more than one paper published# docs
CQE Working Papers / Center for Quantitative Economics (CQE), University of Muenster13
Discussion Papers in Econometrics and Statistics / University of Cologne, Institute of Econometrics and Statistics4
Research Papers in Economics / University of Trier, Department of Economics3
Post-Print / HAL2

Recent works citing Mark Trede (2019 and 2018)


YearTitle of citing document
2018A Model-Free Bubble Detection Method: Application to the World Market for Superstar Wines. (2018). Tolhurst, Tor. In: 2018 Annual Meeting, August 5-7, Washington, D.C.. RePEc:ags:aaea18:274387.

Full description at Econpapers || Download paper

2018Multidimensional Inequality Across Three Developed Countries. (2018). Rohde, Nicholas ; Guest, Ross. In: Review of Income and Wealth. RePEc:bla:revinw:v:64:y:2018:i:3:p:576-591.

Full description at Econpapers || Download paper

2019Dynamics of Individual Income Rank Volatility: Evidence from West Germany and the US. (2019). Flaviana, Palmisano ; Anne, Hartung ; Louis, Chauvel. In: The B.E. Journal of Economic Analysis & Policy. RePEc:bpj:bejeap:v:19:y:2019:i:2:p:22:n:11.

Full description at Econpapers || Download paper

2018Bayesian Estimation of Generalized Partition of Unity Copulas. (2018). Masuhr, Andreas. In: CQE Working Papers. RePEc:cqe:wpaper:7318.

Full description at Econpapers || Download paper

2018Constructing Joint Confidence Bands for Impulse Response Functions of VAR Models: A Review. (2018). Winker, Peter ; Staszewska-Bystrova, Anna ; Lütkepohl, Helmut ; Lutkepohl, Helmut. In: Discussion Papers of DIW Berlin. RePEc:diw:diwwpp:dp1762.

Full description at Econpapers || Download paper

2018Quantile relationships between standard, diffusion and jump betas across Japanese banks. (2018). Chowdhury, Biplob ; Dungey, Mardi ; JEYASREEDHARAN, NAGARATNAM . In: Journal of Asian Economics. RePEc:eee:asieco:v:59:y:2018:i:c:p:29-47.

Full description at Econpapers || Download paper

2019Efficiency of region-wide catastrophic weather risk pools: Implications for African Risk Capacity insurance program. (2019). Awondo, Sebastain N. In: Journal of Development Economics. RePEc:eee:deveco:v:136:y:2019:i:c:p:111-118.

Full description at Econpapers || Download paper

2018Portfolio optimization based on stochastic dominance and empirical likelihood. (2018). Post, Thierry ; Arvanitis, Stelios ; Karabati, Seluk. In: Journal of Econometrics. RePEc:eee:econom:v:206:y:2018:i:1:p:167-186.

Full description at Econpapers || Download paper

2019Testing for structural breaks in factor copula models. (2019). Wied, Dominik ; Stark, Florian ; Manner, Hans. In: Journal of Econometrics. RePEc:eee:econom:v:208:y:2019:i:2:p:324-345.

Full description at Econpapers || Download paper

2018Identifying price bubble periods in the energy sector. (2018). Escobari, Diego ; Sharma, Shahil. In: Energy Economics. RePEc:eee:eneeco:v:69:y:2018:i:c:p:418-429.

Full description at Econpapers || Download paper

2018Date stamping historical periods of oil price explosivity: 1876–2014. (2018). GUPTA, RANGAN ; Caspi, Itamar ; Katzke, Nico . In: Energy Economics. RePEc:eee:eneeco:v:70:y:2018:i:c:p:582-587.

Full description at Econpapers || Download paper

2018Forecasting the WTI crude oil price by a hybrid-refined method. (2018). Chai, Jian ; Li, Jie-Xun ; Zhang, Zhe George ; Zhou, Xiao-Yang ; Xing, Li-Min. In: Energy Economics. RePEc:eee:eneeco:v:71:y:2018:i:c:p:114-127.

Full description at Econpapers || Download paper

2018Is hub-based pricing a better choice than oil indexation for natural gas? Evidence from a multiple bubble test. (2018). Zhang, Dayong ; Liu, Jia ; Shi, Xunpeng ; Wang, Tiantian . In: Energy Economics. RePEc:eee:eneeco:v:76:y:2018:i:c:p:495-503.

Full description at Econpapers || Download paper

2019Forecasting the joint distribution of Australian electricity prices using dynamic vine copulae. (2019). Pourkhanali, Armin ; Alavifard, Farzad ; Manner, Hans ; Tafakori, Laleh. In: Energy Economics. RePEc:eee:eneeco:v:78:y:2019:i:c:p:143-164.

Full description at Econpapers || Download paper

2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Energy Economics. RePEc:eee:eneeco:v:80:y:2019:i:c:p:793-811.

Full description at Econpapers || Download paper

2019Is anti-herding behavior spurious?. (2019). Bekiros, Stelios ; Babalos, Vassilios ; Stavroyiannis, Stavros ; Lahmiri, Salim. In: Finance Research Letters. RePEc:eee:finlet:v:29:y:2019:i:c:p:379-383.

Full description at Econpapers || Download paper

2018Copula approaches for modeling cross-sectional dependence of data breach losses. (2018). Eling, Martin ; Jung, Kwangmin. In: Insurance: Mathematics and Economics. RePEc:eee:insuma:v:82:y:2018:i:c:p:167-180.

Full description at Econpapers || Download paper

2019Exchange rate comovements, hedging and volatility spillovers on new EU forex markets. (2019). Kočenda, Evžen ; Moravcova, Michala ; Koenda, Even. In: Journal of International Financial Markets, Institutions and Money. RePEc:eee:intfin:v:58:y:2019:i:c:p:42-64.

Full description at Econpapers || Download paper

2019Robust optimization of forecast combinations. (2019). Karabati, Seluk ; Post, Thierry ; Arvanitis, Stelios. In: International Journal of Forecasting. RePEc:eee:intfor:v:35:y:2019:i:3:p:910-926.

Full description at Econpapers || Download paper

2018Testing for multiple bubbles in bitcoin markets: A generalized sup ADF test. (2018). Su, Chi-Wei ; Si, Deng-Kui ; Tao, Ran ; Li, Zheng-Zheng. In: Japan and the World Economy. RePEc:eee:japwor:v:46:y:2018:i:c:p:56-63.

Full description at Econpapers || Download paper

2019The roundabout from interest rates to commodity prices in China: The role of money flow. (2019). Wang, Yaoqing ; Sun, Zesheng ; Yang, Lunan ; Zhou, Xu. In: Resources Policy. RePEc:eee:jrpoli:v:61:y:2019:i:c:p:627-642.

Full description at Econpapers || Download paper

2019More unequal, but more mobile? Earnings inequality and mobility in OECD countries. (2019). Hijzen, Alexander ; Garnero, Andrea ; Martin, Sebastien. In: Labour Economics. RePEc:eee:labeco:v:56:y:2019:i:c:p:26-35.

Full description at Econpapers || Download paper

2018On the large deviation principle for maximum likelihood estimator of α-Brownian bridge. (2018). Zhao, Shoujiang ; Chen, Ting ; Liu, Qiaojing. In: Statistics & Probability Letters. RePEc:eee:stapro:v:138:y:2018:i:c:p:143-150.

Full description at Econpapers || Download paper

2018Equivalence between Mallows and Girone–Cifarelli tests. (2018). Youndje, E. In: Statistics & Probability Letters. RePEc:eee:stapro:v:141:y:2018:i:c:p:125-128.

Full description at Econpapers || Download paper

2018Determining Time-Varying Drivers of Spot Oil Price in a Dynamic Model Averaging Framework. (2018). Drachal, Krzysztof. In: Energies. RePEc:gam:jeners:v:11:y:2018:i:5:p:1207-:d:145404.

Full description at Econpapers || Download paper

2019Detecting West Texas Intermediate (WTI) Prices’ Bubble Periods. (2019). Perifanis, Theodosios. In: Energies. RePEc:gam:jeners:v:12:y:2019:i:14:p:2649-:d:247267.

Full description at Econpapers || Download paper

2018A cautionary note on the reliability of the online survey data – the case of Wage Indicator. (2018). van der Velde, Lucas ; Tyrowicz, Joanna ; Smyk, Magdalena. In: IAAEU Discussion Papers. RePEc:iaa:dpaper:201805.

Full description at Econpapers || Download paper

2018A simple subgroup decomposable measure of downward (and upward) income mobility. (2018). Cantó, Olga ; Barcena, Elena ; Canto, Olga. In: Working Papers. RePEc:inq:inqwps:ecineq2018-472.

Full description at Econpapers || Download paper

2018A DSGE Model to Evaluate the Macroeconomic Impacts of Taxation. (2018). Alves, José. In: Working Papers REM. RePEc:ise:remwps:wp0622018.

Full description at Econpapers || Download paper

2018A Cautionary Note on the Reliability of the Online Survey Data: The Case of Wage Indicator. (2018). van der Velde, Lucas ; Tyrowicz, Joanna ; Smyk, Magdalena. In: IZA Discussion Papers. RePEc:iza:izadps:dp11503.

Full description at Econpapers || Download paper

2018Wage Income Distribution and Mobility in Malta. (2018). Knoppe, Clemens. In: CBM Working Papers. RePEc:mlt:wpaper:0618.

Full description at Econpapers || Download paper

2018Limited Income Mobility: Empirical Evidence from Korea. (2018). Oh, Hyungna ; Choi, Yun Jeong. In: Social Indicators Research: An International and Interdisciplinary Journal for Quality-of-Life Measurement. RePEc:spr:soinre:v:138:y:2018:i:2:d:10.1007_s11205-017-1670-9.

Full description at Econpapers || Download paper

2019Multivariate Drought Frequency Analysis using Four-Variate Symmetric and Asymmetric Archimedean Copula Functions. (2019). Ayantobo, Olusola O ; Song, Songbai ; Li, YI. In: Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA). RePEc:spr:waterr:v:33:y:2019:i:1:d:10.1007_s11269-018-2090-6.

Full description at Econpapers || Download paper

2019Crude oil futures trading and uncertainty. (2019). Czudaj, Robert. In: Chemnitz Economic Papers. RePEc:tch:wpaper:cep027.

Full description at Econpapers || Download paper

2018Bayesian Semi-Parametric Markov Switching Stochastic Volatility Model. (2018). Lopes, Hedibert F ; Virbickaite, Audrone. In: DEA Working Papers. RePEc:ubi:deawps:89.

Full description at Econpapers || Download paper

2019Robust Estimation of Risk-Neutral Moments. (2019). Feser, Alexander ; Ammann, Manuel. In: Working Papers on Finance. RePEc:usg:sfwpfi:2019:02.

Full description at Econpapers || Download paper

2019Developing countries political cycles and the resource curse: Venezuelas case. (2019). Marquez-Velazquez, Alejandro . In: Discussion Papers. RePEc:zbw:fubsbe:201914.

Full description at Econpapers || Download paper

2018Date-stamping US housing market explosivity. (2018). GUPTA, RANGAN ; Balcilar, Mehmet ; Katzke, Nico . In: Economics - The Open-Access, Open-Assessment E-Journal. RePEc:zbw:ifweej:201818.

Full description at Econpapers || Download paper

Works by Mark Trede:


YearTitleTypeCited
2017Portfolio Optimization Using Multivariate t-Copulas with Conditionally Skewed Margins In: Review of Economics & Finance.
[Full Text][Citation analysis]
article0
2019Classifying industries into types of relative concentration In: Journal of the Royal Statistical Society Series A.
[Full Text][Citation analysis]
article0
2016Classifying Industries Into Types of Relative Concentration.(2016) In: CQE Working Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2016Classifying Industries Into Types of Relative Concentration.(2016) In: Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
2012The dynamics of brand equity: a hedonic regression approach to the laser printer market.(2012) In: Journal of the Operational Research Society.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2010The Dynamics of Brand Equity: A Hedonic Regression Approach to the Laser Printer Market.(2010) In: Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2010A Direct Test of Rational Bubbles In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
2011Estimating Continuous-Time Income Models In: CQE Working Papers.
[Full Text][Citation analysis]
paper1
2011Weak convergence to the t-distribution In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
2012Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach In: CQE Working Papers.
[Full Text][Citation analysis]
paper52
2013Speculative bubbles in recent oil price dynamics: Evidence from a Bayesian Markov-switching state-space approach.(2013) In: Energy Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 52
article
2013Gibrat, Zipf, Fisher and Tippett: City Size and Growth Distributions Reconsidered In: CQE Working Papers.
[Full Text][Citation analysis]
paper3
2014Markets with Technological Progress: Pricing Quality, and Novelty In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
2014Markets with Technological Progress: Pricing, Quality and Novelty.(2014) In: Annual Conference 2014 (Hamburg): Evidence-based Economic Policy.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2014Markets with Technological Progress: Pricing, Quality, and Novelty.(2014) In: Research Papers in Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
paper
2018Markets with technological progress: pricing, quality, and novelty.(2018) In: Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2015The Case of Herding ist Stronger than You Think In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
2016Explosive earnings dynamics: Whoever has will be given more In: CQE Working Papers.
[Full Text][Citation analysis]
paper1
2017Bayesian semiparametric multivariate stochastic volatility with an application to international stock-market co-movements In: CQE Working Papers.
[Full Text][Citation analysis]
paper1
2017Forecasting Market Risk of Portfolios: Copula-Markov Switching Multifractal Approach In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
2018Forecasting market risk of portfolios: copula-Markov switching multifractal approach.(2018) In: The European Journal of Finance.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2019Measurement Errors in Index Trader Positions Data: Is the Price Pressure Hypothesis Still Invalid? In: CQE Working Papers.
[Full Text][Citation analysis]
paper0
1995A distribution free test for the two sample problem for general alternatives In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article13
2003Simple tests for peakedness, fat tails and leptokurtosis based on quantiles In: Computational Statistics & Data Analysis.
[Full Text][Citation analysis]
article8
2016Constructing minimum-width confidence bands In: Economics Letters.
[Full Text][Citation analysis]
article1
1998Making mobility visible: a graphical device In: Economics Letters.
[Full Text][Citation analysis]
article26
1997Making mobility visible: A graphical device.(1997) In: Discussion Papers in Econometrics and Statistics.
[Citation analysis]
This paper has another version. Agregated cites: 26
paper
2002Tails of Lorenz curves In: Journal of Econometrics.
[Full Text][Citation analysis]
article23
2008Identifying multiple outliers in heavy-tailed distributions with an application to market crashes In: Journal of Empirical Finance.
[Full Text][Citation analysis]
article3
2007A note on myopic loss aversion and the equity premium puzzle In: Finance Research Letters.
[Full Text][Citation analysis]
article2
2009Approximate value-at-risk calculation for heterogeneous loan portfolios: Possible enhancements of the Basel II methodology In: Journal of Financial Stability.
[Full Text][Citation analysis]
article0
2017The case for herding is stronger than you think In: Journal of Banking & Finance.
[Full Text][Citation analysis]
article3
2003Efficiency and distribution effects of a revenue-neutral income tax reform In: Journal of Macroeconomics.
[Full Text][Citation analysis]
article33
1996An L1-variant of the Cramer-von Mises test In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article3
1998A Kolmogorov-type test for second-order stochastic dominance In: Statistics & Probability Letters.
[Full Text][Citation analysis]
article7
2016Weak convergence to the Student and Laplace distributions In: Post-Print.
[Citation analysis]
paper0
2019Size distributions reconsidered In: Post-Print.
[Citation analysis]
paper0
2019Size distributions reconsidered.(2019) In: Econometric Reviews.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 0
article
2004Taxation of labour and capital income in an OLG model with home production and endogenous fertility In: International Journal of Global Environmental Issues.
[Full Text][Citation analysis]
article2
2002Statistical Inference for Inequality and Poverty Measurement with Dependent Data In: International Economic Review.
[Full Text][Citation analysis]
article11
2003Local versus Global Assessment of Mobility In: International Economic Review.
[Full Text][Citation analysis]
article33
1998The age profile of mobility measures: an application to earnings in West Germany In: Journal of Applied Econometrics.
[Full Text][Citation analysis]
article7
2011A Continuous-Time Model of Income Dynamics In: Journal of Income Distribution.
[Full Text][Citation analysis]
article2
1999Statistical Inference for Measures of Income Mobility / Statistische Inferenz zur Messung der Einkommensmobilität In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article5
2000On the Use of Projection Methods in the Computation of OLG Models / Zur Berechnung von OLG-Modellen mit Hilfe von Projektionsmethoden In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article0
2000Stochastic Dominance in German Asset Returns: Empirical Evidence from the 1990s / Stochastische Dominanz von Renditen deutscher Aktien: Eine empirische Untersuchung für die 90er Jahre In: Journal of Economics and Statistics (Jahrbuecher fuer Nationaloekonomie und Statistik).
[Full Text][Citation analysis]
article0
2002Bootstrapping inequality measures under the null hypothesis: Is it worth the effort? In: Journal of Economics.
[Full Text][Citation analysis]
article4
2002Bootstrapping inequality measures under the null hypothesis: Is it worth the effort?.(2002) In: Journal of Economics.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 4
article
2012Eliciting earnings risk from labor and capital income In: Norface Discussion Paper Series.
[Full Text][Citation analysis]
paper0
1997The Effect of Option Trading at the DTB on the Underlying Stocks Return Variance. In: Empirical Economics.
[Citation analysis]
article1
2007Estimating exchange rate dynamics with diffusion processes: an application to Greek EMU data In: Empirical Economics.
[Full Text][Citation analysis]
article5
2004Estimating Exchange Rate Dynamics with Diffusion Processes: An Application to Greek EMU Data.(2004) In: HWWA Discussion Papers.
[Full Text][Citation analysis]
This paper has another version. Agregated cites: 5
paper
2011Estimating the degree of interventionist policies in the run-up to EMU In: Applied Economics.
[Full Text][Citation analysis]
article5
2013Do stock returns have an Archimedean copula? In: Journal of Applied Statistics.
[Full Text][Citation analysis]
article2
2010Hierarchies of Archimedean copulas In: Quantitative Finance.
[Full Text][Citation analysis]
article31
2008Goodness-of-fit tests for parametric families of Archimedean copulas In: Quantitative Finance.
[Full Text][Citation analysis]
article13
2001Comparing Income Mobility In Germany And The United States Using Generalized Entropy Mobility Measures In: The Review of Economics and Statistics.
[Full Text][Citation analysis]
article59
2015Regional Concentration and Confidence Regions In: ERSA conference papers.
[Full Text][Citation analysis]
paper0
1994Statistical inference in mobility measurement: Sex differences in earnings mobility In: Discussion Papers in Econometrics and Statistics.
[Citation analysis]
paper4
1995The age-profile of earnings mobility: Statistical inference for conditional kernel density estimates In: Discussion Papers in Econometrics and Statistics.
[Citation analysis]
paper1
1996Nonparametric inference for second order stochastic dominance In: Discussion Papers in Econometrics and Statistics.
[Full Text][Citation analysis]
paper0

CitEc is a RePEc service, providing citation data for Economics since 2001. Sponsored by INOMICS. Last updated January, 6 2020. Contact: CitEc Team